+678.2%
GOOG vs KEY
+107.2%
+571.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -16.7% | +6.7% | -23.4% | -18.2% |
| 3M | -15.2% | -4.6% | -10.6% | -14.3% |
| 6M | -24.8% | +2.6% | -27.3% | -25.5% |
| YTD | -7.2% | +7.0% | -14.2% | -9.2% |
| 1Y | -0.1% | +23.5% | -23.6% | -5.7% |
| 3Y | +118.8% | +126.4% | -7.5% | +73.9% |
| 5Y | +99.9% | +13.0% | +86.9% | +84.0% |
| 10Y | +678.2% | +99.5% | +578.7% | +526.8% |
| All | +678.2% | +107.2% | +571.0% | +526.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling